-1.6%
PEP vs XME
-20.0%
+18.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.3% |
| 7D | +1.1% | +1.5% | -0.4% | +1.4% |
| 30D | +13.6% | -7.3% | +20.9% | +12.4% |
| 3M | +5.1% | -17.4% | +22.5% | +2.1% |
| 6M | -1.6% | -21.8% | +20.2% | -4.6% |
| All | -1.6% | -20.0% | +18.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling